Law enforcement sources said initial reports are that the device was in a package when it went off.The FBI dispatched its joint terrorism task force to the scene.

FBI Special Agent Mike Wolf said there were no threats before the incident and there have been no claims of responsibility for the blast.

In a news conference, Wolf said investigators will look at forensic evidence and interview anyone who was in the building near classroom 120 between 1 p.m. and 5 p.m.

Much of the campus was empty, with undergraduate classes already done for the year. Some graduate students are still on campus, taking exams.

The explosion occurred around 4:40 p.m. The building, including a day care facility, was evacuated after the explosion. The building had been used for final exams earlier in the day.

The emergency comes at a time of increased tension.

President Bush raised the nation's threat level Tuesday to orange, or "high" -- the second-highest state of alert in the color-coded warning system -- after meeting with his Homeland Security Council to discuss intelligence reports suggesting al Qaeda had entered an "operational period worldwide" and might attack within the United States.

One student said he was studying in the law school library, when he felt the "earth move."

"We heard a really, very very loud shaking kind of sound," he said. "I just grabbed my computer and ran."

As he evacuated, he said he saw "some clouds of dust in the main floor."

New Haven Mayor John DeStefano saw the site of the explosion and said a wall dividing two classrooms was knocked down by the blast but there was no structural damage to the building and no windows were blown out.

An official at the Department of Homeland Security said the agency received calls from state and local officials in Connecticut immediately after the explosion. Officials with the department will monitor the situation.

Bush was in Connecticut Wednesday to deliver a commencement speech to the graduates of the U.S. Coast Guard Academy in New London, 50 miles from New Haven.

Yale targeted by 'Unabomber'

On June 24, 1993, a mail bomb exploded in the hands of Yale professor David Gelernter, the director of undergraduate studies in computer science. He was approximately the 14th victim of convicted "Unabomber" Ted Kaczynski, who mostly targeted universities or high-tech companies. The bomb blinded Gelernter in one eye, injured his right hand, deafened him in one ear and wounded him in the chest.

The law school will be closed Thursday and Friday, but the rest of the university will be open and operating normally, a statement from the university said.

Law school exams scheduled for Thursday and Friday have been moved to another building on campus, according to the statement.

Yale is one the nation's top universities and was founded in 1701. Commencement is scheduled for Monday.

There were 649 students enrolled in Yale University Law School in the fall of 2002. It is the second largest of Yale's 10 professional schools. The total university enrollment this year was 11,270.